A bilevel partial interdiction problem with capacitated facilities and demand outsourcing

In this paper, partial facility interdiction decisions are integrated for the first time into a median type network interdiction problem with capacitated facilities and outsourcing option. The problem is modeled as a static Stackelberg game between an intelligent attacker and a defender. The attacker's (leader's) objective is to cause the maximum (worst-case) disruption in an existing service network subject to an interdiction budget. On the other hand, the defender (follower) is responsible for satisfying the demand of all customers while minimizing the total demand-weighted transportation and outsourcing cost in the wake of the worst-case attack. She should consider the capacity reduction at the interdicted facilities where the number of interdictions cannot be known a priori, but depends on the attacker's budget allocation. We propose two different methods to solve this bilevel programming problem. The first one is a progressive grid search which is not viable on large sized instances. The second one is a multi-start simplex search heuristic developed to overcome the exponential time complexity of the first method. We also use an exhaustive search method to solve all combinations of full interdiction to assess the advantage of partial interdiction for the attacker. The test results suggest that under the partial interdiction approach the attacker can achieve a better utilization of his limited resources.     

A bi-level programming model for protection of hierarchical facilities under imminent attacks

Disorders caused by deliberate sabotage and terrorist attacks have always been considered as a major threat by the governments. Hence, identifying and planning for strengthening of critical facilities have become a priority for more security and safety. This paper presents a bi-level formulation of the r-interdiction median problem with fortification for critical hierarchical facilities. In the developed bi-level formulation, the defender, as the leader, decides to protect a certain number of facilities in each level of the hierarchical system in order to minimize the impact of the most disruptive attacks to unprotected facilities. On the other hand the attacker, as the follower, with full information about protected facilities, makes his interdiction plan to maximize the total post-attack cost incurred to the defender. We develop three metaheuristic algorithms and an exhaustive enumeration method to solve the introduced problem. Extensive computational tests on a set of randomly generated instances demonstrate the effectiveness of the developed algorithms.     

The r‐interdiction selective multi‐depot vehicle routing problem

The protection of critical facilities has been attracting increasing attention in the past two decades. Critical facilities involve physical assets such as bridges, railways, power plants, hospitals, and transportation hubs among others. In this study we introduce a bilevel optimization problem for the determination of the most critical depots in a vehicle routing context. The problem is modeled as an attacker–defender game (Stackelberg game) from the perspective of an adversary agent (the attacker) who aims to inflict maximum disruption on a routing network. We refer to this problem as the r‐interdiction selective multi‐depot vehicle routing problem (RI‐SMDVRP). The attacker is the decision maker in the upper level problem (ULP) who chooses r depots to interdict with certainty. The defender is the decision maker in the lower level problem (LLP) who optimizes the vehicle routes in the wake of the attack. The defender has to satisfy all customer demand either using the remaining depots or through outsourcing to a third party logistics service provider. The ULP is solved through exhaustive enumeration, which is viable when the cardinality of interdictions does not exceed five among nine depots. For the LLP we implement a tabu search heuristic adapted to the selective multi‐depot VRP. Our results are obtained on a set of RI‐SMDVRP instances synthetically constructed from standard MDVRP test instances.     

A bilevel mixed-integer program for critical infrastructure protection planning

Vulnerability to sudden service disruptions due to deliberate sabotage and terrorist attacks is one of the major threats of today. In this paper, we present a bilevel formulation of the r-interdiction median problem with fortification (RIMF). RIMF identifies the most cost-effective way of allocating protective resources among the facilities of an existing but vulnerable system so that the impact of the most disruptive attack to r unprotected facilities is minimized. The model is based upon the classical p-median location model and assumes that the efficiency of the system is measured in terms of accessibility or service provision costs. In the bilevel formulation, the top level problem involves the decisions about which facilities to fortify in order to minimize the worst-case efficiency reduction due to the loss of unprotected facilities. Worst-case scenario losses are modeled in the lower-level interdiction problem. We solve the bilevel problem through an implicit enumeration (IE) algorithm, which relies on the efficient solution of the lower-level interdiction problem. Extensive computational results are reported, including comparisons with earlier results obtained by a single-level approach to the problem.     

A novel bilevel model and solution algorithms for multi-period interdiction problem with fortification

Service systems are in significant danger of terrorist attacks aimed at disrupting their critical components. These attacks seek to exterminate vital assets such as transportation networks, services, and supplies. In the present paper, we propose a multi-period planning based on capacity recovery to allocate fortification/interdiction resources in a service system. The problem involves a dynamic Stackelberg game between a defender (leader) and an attacker (follower). The decisions of the defender are the services provided to customers and the fortification resources allocated to facilities in each period as the total demand-weighted distances are minimized. Following this, the attacker allocates interdiction resources to facilities that resulted in the service capacity reduction in each period. In this model, excess fortification/interdiction budgets and capacity in one period can be used in the next period. Moreover, facilities have a predefined capacity to serve the customers with varying demands during the time horizon. To solve this problem, two different types of approaches are implemented and compared. The first method is an exact reformulation algorithm based on the decomposition of the problem into a restricted master problem (RMP) and a slave problem (SP). The second one is a high performance metaheuristic algorithm, i.e., genetic algorithm (GA) developed to overcome the decomposition method’s impracticability on large-scale problem instances. We also compare the results with some novel metaheuristic algorithms such as teaching learning based optimization (TLBO) and dragonfly algorithm (DA). Computational results show the superiority of GA against TLBO and DA.     

Dynamic facility location: The progressive p-median problem

A dynamic p-median problem is considered. Demand is changing over a given time horizon and the facilities are built one at a time at given times. Once a new facility is built, some of the customers will use its services and some of the customers will patronize an existing facility. At any given time, customers patronize the closest facility. The problem is to find the best locations for the new facilities. The problem is formulated and the two facilities case is solved by a special algorithm. The general problem is solved using the standard mathematical programming code AMPL.     

An attack-and-defence game for security assessment in vehicular ad hoc networks

Recently, there is an increasing interest in Security and Privacy issues in Vehicular ad hoc networks (or VANETs). However, the existing security solutions mainly focus on the preventive solutions while lack a comprehensive security analysis. The existing risk analysis solutions may not work well to evaluate the security threats in vehicular networks since they fail to consider the attack and defense costs and gains, and thus cannot appropriately model the mutual interaction between the attacker and defender. In this study, we consider both of the rational attacker and defender who decide whether to launch an attack or adopt a countermeasure based on its adversary’s strategy to maximize its own attack and defense benefits. To achieve this goal, we firstly adopt the attack-defense tree to model the attacker’s potential attack strategies and the defender’s corresponding countermeasures. To take the attack and defense costs into consideration, we introduce Return On Attack and Return on Investment to represent the potential gain from launching an attack or adopting a countermeasure in vehicular networks. We further investigate the potential strategies of the defender and the attacker by modeling it as an attack-defense game. We then give a detailed analysis on its Nash Equilibrium. The rationality of the proposed game-theoretical model is well illustrated and demonstrated by extensive analysis in a detailed case study.     

Efficient approximate solution methods for the multi-commodity capacitated multi-facility Weber problem

The capacitated multi-facility Weber problem is concerned with locating I capacitated facilities in the plane to satisfy the demand of J customers with the minimum total transportation cost of a single commodity. This is a nonconvex optimization problem and difficult to solve. In this work, we focus on a multi-commodity extension and consider the situation where K distinct commodities are shipped subject to capacity constraints between each customer and facility pair. Customer locations, demands and capacities for each commodity, and bundle restrictions are known a priori. The transportation costs, which are proportional to the distance between customers and facilities, depend on the commodity type. We address several location-allocation and discrete approximation heuristics using different strategies. Based on the obtained computational results we can say that the alternate solution of location and allocation problems is a very efficient strategy; but the discrete approximation has excellent accuracy.     

Heuristics for the single source capacitated multi-facility Weber problem

The Single Source Capacitated Multi-facility Weber Problem (SSCMWP) is concerned with locating I capacitated facilities in the plane to satisfy the demand of J customers with the minimum total transportation cost of a single commodity such that each customer satisfies all its demand from exactly one facility. The SSCMWP is a non-convex optimization problem and difficult to solve. In the SSCMWP, customer locations, customer demands and facility capacities are known a priori. The transportation costs are proportional to the distance between customers and facilities. We consider both the Euclidean and rectilinear distance cases of the SSCMWP. We first present an Alternate Location and Allocation type heuristic and its extension by embedding a Very Large Scale Neighborhood search procedure. Then we apply a Discrete Approximation approach and propose both lower and upper bounding procedures for the SSCWMP using a Lagrangean Relaxation scheme. The proposed heuristics are compared with the solution approaches from the literature. According to extensive computational experiments on standard and randomly generated test sets, we can say that they yield promising performance.     

A fast genetic algorithm for a critical protection problem in biomedical supply chain networks

In this paper, we present a new bilevel model for a biomedical supply chain network with capacity and budget constraint due to the protection and interdiction operations. The components considered in this model are biomedical devices, distribution centers (DCs), medical suppliers (MSs), and hospitals and patients as the demand points. On the other hand, two levels of decisions in the network planning is suggested: (1) the defender’s decision about protection operations of MSs and DCs, the assignment of clients to the DCs, and quantity of products shipped to DCs from MSs to minimize the demand-weighted traveling costs and transport costs and (2) the attacker’s decision about interdiction operations of MSs and DCs to maximize the capacity or service reduction and losses. Because of nondeterministic polynomial time (NP)-hardness of the problem under consideration, an efficient and fast approach based on a genetic algorithm and a fast branch and cut method (GA–FBC) was developed to solve the proposed model. Also, the efficiency via the comparison of results with the genetic algorithm based on CPLEX (GA-CPLEX) and decomposition method (DM) is investigated. In order to assess the performance of the presented GA–FBC, a set of 27 instances of the problem is used. Comprehensive analysis indicates that the proposed approach significantly solves the problem. In addition, the benefits and advantages of preference with running times and its accuracy is shown numerically. Simulation results clearly demonstrate that the defender’s objective effectively reduced and CPU time also within the large-sized instances of the problem in comparison with the GA-CPLEX and DM.     

Approximation algorithms for the Fault-Tolerant Facility Placement problem

In the Fault-Tolerant Facility Placement problem (FTFP) we are given a set of customers C, a set of sites F, and distances between customers and sites. We assume that the distances satisfy the triangle inequality. Each customer j has a demand rj and each site may open an unbounded number of facilities. The objective is to minimize the total cost of opening facilities and connecting each customer j to rj different open facilities. We present two LP-rounding algorithms for FTFP. The first algorithm achieves an approximation ratio of 4. The second algorithm uses the method of filtering to improve the ratio to 3.16.     

New Algorithms for Facility Location Problems on the Real Line

In this paper, we study the facility location problems on the real line. Given a set of n customers on the real line, each customer having a cost for setting up a facility at its position, and an integer k, we seek to find at most k of the customers to set up facilities for serving all n customers such that the total cost for facility set-up and service transportation is minimized. We consider several problem variations including the k-median, the k-coverage, and the linear model. The previously best algorithms for these problems all take O(nk) time. Our new algorithms break the O(nk) time bottleneck and solve these problems in sub-quadratic time. Our algorithms are based on a new problem modeling and interesting algorithmic techniques, which may find other applications as well.     

Improved Algorithms for Some Competitive Location Centroid Problems on Paths, Trees and Graphs

We consider a common scenario in competitive location, where two competitors (providers) place their facilities (servers) on a network, and the users, which are modeled by the nodes of the network, can choose between the providers. We assume that each user has an inelastic demand, specified by a positive real weight. A user is fully served by a closest facility. The benefit (gain) of a competitor is his market share, i.e., the total weight (demand) of the users served at his facilities. In our scenario the two providers, called the leader and the follower, sequentially place p and r servers, respectively. After the leader selects the locations for his p servers, the follower will determine the optimal locations for his r servers, that maximize his benefit. An (r,p)-centroid is a set of locations for the p servers of the leader, that will minimize the maximum gain of the follower who can establish r servers. In this paper we focus mainly on the cases where either the leader or the follower can establish only one facility, i.e., either p=1, or r=1. We consider two versions of the model. In the discrete case the facilities can be established only at the nodes, while in the absolute case they can be established anywhere on the network. For the (r,1)-centroid problem, we show that it is strongly NP-hard for a general graph, but can be approximated within a factor e/(e?1). On the other hand, when the graph is a tree, we provide strongly polynomial algorithms for the (r,p)-centroid model, whenever p is fixed. For the (1,1)-centroid problem on a general graph, we improve upon known results, and give the first strongly polynomial algorithm. The discrete (1,p)-centroid problem has been known to be NP-hard even for a subclass of series-parallel graphs with pathwidth bounded by 6. In view of this result, we consider the discrete and absolute (1,p) centroid models on a tree, and present the first strongly polynomial algorithms. Further improvements are shown when the tree is a path.     

A constrained binary knapsack approximation for shortest path network interdiction

A modified shortest path network interdiction model is approximated in this work by a constrained binary knapsack which uses aggregated arc maximum flow as the objective function coefficient. In the modified shortest path network interdiction problem, an attacker selects a path of highest non-detection probability on a network with multiple origins and multiple available targets. A defender allocates a limited number of resources within the geographic region of the network to reduce the maximum network non-detection probability between all origin-target pairs by reducing arc non-detection probabilities and where path non-detection probability is modeled as a product of all arc non-detection probabilities on that path. Traditional decomposition methods to solve the shortest path network interdiction problem are sensitive to problem size and network/regional complexity. The goal of this paper is to develop a method for approximating the regional allocation of defense resources that maintains accuracy while reducing both computational effort and the sensitivity of computation time to network/regional properties. Statistical and spatial analysis methods are utilized to verify approximation performance of the knapsack method in two real-world networks.     

Beam search heuristics for the single and multi-commodity capacitated Multi-facility Weber Problems

The Multi-facility Weber Problem (MWP) is concerned with locating I uncapacitated facilities in the plane to satisfy the demand of J customers with the minimum total transportation cost of a single commodity. It is a non-convex optimization problem and difficult to solve. In this work, we focus on the capacitated extensions of the MWP which are Capacitated MWP (CMWP) and multi-commodity CMWP (MCMWP). Both the CMWP and MCMWP impose capacity restrictions on facilities. Indeed, the MCMWP is a natural extension of the CMWP and considers the situation where K distinct commodities are shipped subject to limitations on the total amount of goods sent from facilities to the customers. Customer locations, demands and capacities for each commodity are known a priori. The transportation costs, which depend on the commodity type, are proportional to the distance between customers and facilities. We first introduce branch and bound algorithms for both the CMWP and the MCMWP then we propose beam search heuristics for these problems. According to our computational experiments on standard and randomly generated test instances, we can say that the new heuristics perform very well.     

Variable neighborhood search for the p-median

Consider a set L of potential locations for p facilities and a set U of locations of given users. The p-median problem is to locate simultaneously the p facilities at locations of L in order to minimize the total transportation cost for satisfying the demand of the users, each supplied from its closest facility. This model is a basic one in location theory and can also be interpreted in terms of cluster analysis where locations of users are then replaced by points in a given space. We propose several new Variable Neighborhood Search heuristics for the p-median problem and compare them with Greedy plus Interchange, and two Tabu Search heuristics.     

A heuristic method for large-scale multi-facility location problems

A heuristic method for solving large-scale multi-facility location problems is presented. The method is analogous to Cooper's method (SIAM Rev. 6 (1964) 37), using the authors’ single facility location method (Comput. Optim. Appl. 21 (2002) 213) as a parallel subroutine, and reassigning customers to facilities using the heuristic of nearest center reclassification. Numerical results are reported. Scope and purpose We study the multiple facility location problem (MFLP). The objective in MFLP is to locate facilities to serve optimally a given set of customers. MFLPs have many applications in Operations Research, and a rich literature, see Drezner (Location Sci. 3(4) (1995) 275) for a recent survey.MFLPs involve, in addition to the location decision, also the assignment of customers to facilities. The MFLP is therefore a special clustering problem, the clusters here are the sets of customers assigned to the same facility.We propose a parallel heuristic method for solving MFLPs, using ideas from cluster analysis (nearest mean reclassification (Cluster Analysis, 3rd Edition, Edward Arnold, London, 1993)), and the authors’ Newton bracketing method for convex minimization (Comput. Optim. Appl. 21 (2002) 213) as a subroutine. The method is suitable for large-scale problems, as illustrated by numerical examples.     

一种强前向安全数字签名方案

在Abdalla-Reyzin的前向安全签名方案的基础上,通过引入单向散列链机制,提出了一个强前向安全的数字签名方案,攻击者即使在第i时段入侵系统,也无法伪造以前或以后时段的签名,方案的安全性基于在Z^*_N上计算平方根的困难性和散列函数的单向性。     

Lagrangean relaxation heuristics for the p-cable-trench problem

We address the p-cable-trench problem. In this problem, p facilities are located, a trench network is dug and cables are laid in the trenches, so that every customer - or demand - in the region is connected to a facility through a cable. The digging cost of the trenches, as well as the sum of the cable lengths between the customers and their assigned facilities, are minimized. We formulate an integer programming model of the problem using multicommodity flows that allows finding the solution for instances of up to 200 nodes. We also propose two Lagrangean Relaxation-based heuristics to solve larger instances of the problem. Computational experience is provided for instances of up to 300 nodes.